Numerical solution of fuzzy parabolic differential equations by a finite difference methods

Abstract

In this study, we consider the concept of under generalized differentiability for the fuzzy parabolic differential equations. When the fuzzy derivative is considered as generalization of the H-derivative, for our case, the fuzziness is in the coefficents as well as initial and boundary conditions. We analysed and applied to numerically solve a fuzzy parabolic equation by finite difference method. The applicability of presented algorithm is illustrated by solving an examples of fuzzy partial differential equations.